ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Apr-2012 | 
                    17-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        80.085 | 
                        79.775 | 
                        -0.310 | 
                        -0.4% | 
                        80.050 | 
                     
                    
                        | High | 
                        80.345 | 
                        79.940 | 
                        -0.405 | 
                        -0.5% | 
                        80.320 | 
                     
                    
                        | Low | 
                        79.670 | 
                        79.560 | 
                        -0.110 | 
                        -0.1% | 
                        79.365 | 
                     
                    
                        | Close | 
                        79.732 | 
                        79.627 | 
                        -0.105 | 
                        -0.1% | 
                        80.055 | 
                     
                    
                        | Range | 
                        0.675 | 
                        0.380 | 
                        -0.295 | 
                        -43.7% | 
                        0.955 | 
                     
                    
                        | ATR | 
                        0.567 | 
                        0.554 | 
                        -0.013 | 
                        -2.4% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        25,314 | 
                        15,480 | 
                        -9,834 | 
                        -38.8% | 
                        101,245 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.849 | 
                80.618 | 
                79.836 | 
                 | 
             
            
                | R3 | 
                80.469 | 
                80.238 | 
                79.732 | 
                 | 
             
            
                | R2 | 
                80.089 | 
                80.089 | 
                79.697 | 
                 | 
             
            
                | R1 | 
                79.858 | 
                79.858 | 
                79.662 | 
                79.784 | 
             
            
                | PP | 
                79.709 | 
                79.709 | 
                79.709 | 
                79.672 | 
             
            
                | S1 | 
                79.478 | 
                79.478 | 
                79.592 | 
                79.404 | 
             
            
                | S2 | 
                79.329 | 
                79.329 | 
                79.557 | 
                 | 
             
            
                | S3 | 
                78.949 | 
                79.098 | 
                79.523 | 
                 | 
             
            
                | S4 | 
                78.569 | 
                78.718 | 
                79.418 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.778 | 
                82.372 | 
                80.580 | 
                 | 
             
            
                | R3 | 
                81.823 | 
                81.417 | 
                80.318 | 
                 | 
             
            
                | R2 | 
                80.868 | 
                80.868 | 
                80.230 | 
                 | 
             
            
                | R1 | 
                80.462 | 
                80.462 | 
                80.143 | 
                80.665 | 
             
            
                | PP | 
                79.913 | 
                79.913 | 
                79.913 | 
                80.015 | 
             
            
                | S1 | 
                79.507 | 
                79.507 | 
                79.967 | 
                79.710 | 
             
            
                | S2 | 
                78.958 | 
                78.958 | 
                79.880 | 
                 | 
             
            
                | S3 | 
                78.003 | 
                78.552 | 
                79.792 | 
                 | 
             
            
                | S4 | 
                77.048 | 
                77.597 | 
                79.530 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                80.345 | 
                79.365 | 
                0.980 | 
                1.2% | 
                0.543 | 
                0.7% | 
                27% | 
                False | 
                False | 
                20,870 | 
                 
                
                | 10 | 
                80.365 | 
                78.795 | 
                1.570 | 
                2.0% | 
                0.566 | 
                0.7% | 
                53% | 
                False | 
                False | 
                21,794 | 
                 
                
                | 20 | 
                80.365 | 
                78.795 | 
                1.570 | 
                2.0% | 
                0.536 | 
                0.7% | 
                53% | 
                False | 
                False | 
                21,238 | 
                 
                
                | 40 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.559 | 
                0.7% | 
                44% | 
                False | 
                False | 
                15,151 | 
                 
                
                | 60 | 
                81.160 | 
                78.420 | 
                2.740 | 
                3.4% | 
                0.460 | 
                0.6% | 
                44% | 
                False | 
                False | 
                10,115 | 
                 
                
                | 80 | 
                82.286 | 
                78.420 | 
                3.866 | 
                4.9% | 
                0.378 | 
                0.5% | 
                31% | 
                False | 
                False | 
                7,588 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.555 | 
         
        
            | 
2.618             | 
            80.935 | 
         
        
            | 
1.618             | 
            80.555 | 
         
        
            | 
1.000             | 
            80.320 | 
         
        
            | 
0.618             | 
            80.175 | 
         
        
            | 
HIGH             | 
            79.940 | 
         
        
            | 
0.618             | 
            79.795 | 
         
        
            | 
0.500             | 
            79.750 | 
         
        
            | 
0.382             | 
            79.705 | 
         
        
            | 
LOW             | 
            79.560 | 
         
        
            | 
0.618             | 
            79.325 | 
         
        
            | 
1.000             | 
            79.180 | 
         
        
            | 
1.618             | 
            78.945 | 
         
        
            | 
2.618             | 
            78.565 | 
         
        
            | 
4.250             | 
            77.945 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.750 | 
                                79.898 | 
                             
                            
                                | PP | 
                                79.709 | 
                                79.807 | 
                             
                            
                                | S1 | 
                                79.668 | 
                                79.717 | 
                             
             
         |